The Spaniard departed the Emirates for the Camp Nou after eight years in north London, before later joining Chelsea.
But the playmaker, who now stars for Monaco, has revealed that a combination of pressure and loneliness, along with a frustration at the poor quality of the Arsenal squad, was the reason behind his decision to seek an exit.
"I was the captain, I always felt so much pressure on myself," he told Arseblog.
"I had to lead this team to win something. I gave everything. Sometimes, I used to go home after we lost and I used to cry.
"I used to suffer, I used to spend sleepless nights suffering. And then you lose a game, you're in the bus like this, destroyed, and then you hear some players laughing, thinking about where they will be going out later.
"This was going on for a few years. We were playing beautiful football and I enjoyed that side of things but I was putting pressure on myself to lead, to do everything and at one point I felt kind of lonely.
"Especially in the last two or three years, I felt Robin (Van Persie) and Samir (Nasri) were the only players - it's not an arrogant thing to say, it's how I felt at that time - were the players who were at my level mentally and technically.
"Many things came in my head, I have to admit I was a bit empty, I was drained mentally, physically, in my soul knowing I'm giving everything, knowing a few signings the club could have made but didn't happen.
"Seeing some behaviours from certain players or something like this made me feel I wanted to check something else. If it was not because of that, I would not have left Arsenal at that time."
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